These processes have been thoroughly studied in the literature and a review can be found in [1]}.
We have the evolution equations for (REF ) and ()
\(\begin{array}{rcl}dm_t&=&\displaystyle A~m_tdt+p_t~C^{\prime }\Sigma ^{-1}~\left(dY_t-Cm_t~dt\right)+\frac{1}{\sqrt{N+1}}~d\overline{M}_t\\&&\\dp_t&=&\displaystyle \mbox{\rm Ricc}(p_t)~dt+\frac{1}{\sqrt{N}}~dM_t\end{array}\) 
